Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (Q2434752)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes |
scientific article |
Statements
Joint temporal and contemporaneous aggregation of random-coefficient AR(1) processes (English)
0 references
7 February 2014
0 references
aggregation
0 references
random-coefficient AR(1) process
0 references
long memory
0 references
intermediate scaling
0 references
asymptotic self-similarity
0 references
Poisson stochastic integral
0 references
0 references
0 references
0 references
0 references
